We consider the estimation of dynamic panel data models in the presence of incidental parameters in both dimensions: individual fixed-effects and time fixed-effects, as well as incidental parameters ...

In this paper, I calculate the semiparametric information bound in two dynamic panel data logit models with individual specific effects. In such a model without any other regressors, it is well known ...

Identifying causal relationships from observational data is not easy. Still, researchers are often interested in examining the effects of policy changes.

In this article, we incorporated the idea of nonlinear mixed-effect (NLME) models into the mixture-based framework of functional mapping, aimed to generalize the spectrum of applications for ...

The inverse dynamic lookback showed reduced performance relative to the fixed lookback in all categories except volatility.